"Copy That" is an expression affirming the reception and meaning of a communication, often used on the walkie-talkies.
The term is essentially a shortened phrase for "I copy that last transmission".
The phrase 'copy that' is a longer version of the truncated phrase 'copy'. Both terms are frequently used in communications on and off the set, both on the internal walkie-talkie radio channels and in face to face conversations. The most common use of the phrase 'copy that' is as a simple acknowledgment that you understand the communication that was given across the walkie-talkie. If the department head called out a specific request or command to someone on their crew such as "Sarah, please close the stage door, we're about to roll…", Sarah can respond with "copy that" or efficiently choose to respond with the simple phrase "copy". This one word allows the person to not only acknowledge the communication request, but also it is implied that the instruction is understood and the task will be completed. Every crew person that has any experience using and being around walkie-talkie communications knows the importance of using the phrase 'copy' or 'copy that' to make the respectful and efficient acknowledgment that the requests made over the radio were indeed received and understood. Radio communications that are not supported with acknowledgments such as 'copy' are always subject to incomplete instruction sets being communicated.